Basel II/III Solutions

CTS has been partnering with clients on their Basel compliance processes since 2002. Our value proposition applies to all aspects of an enterprise risk management practice. Our models are not a one-size-fit all because each bank has its own mix of clientele. One cannot buy a model on the market because it will be irrelevant to your circumstances, for that reason CTS works with clients to BUILD models.

Our models cover major portfolios Retail, SMEs, Corporate. CTS clients create a regulatory model which includes credit, market, and operating risk, as well as capital allocation rules. Models are validated, tested across the organization on either a current or forecasted basis, taking into account changes in credit parameters, economic conditions, and business strategies.

Our process start with Basel II/III Compliance audit which provides a roadmap towards our journey in achieving Basel compliance.

Our models cover the following areas:

Credit Risk
Market Risk
Operating Risk
Capital Allocation

Your Treasury & Risk Expert Partner.